+71.5%
SHEL vs GWRE
+50.1%
+21.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +4.1% | -13.2% | +17.3% | +4.5% |
| 30D | +8.4% | -18.6% | +27.0% | +8.8% |
| 3M | +13.7% | +18.9% | -5.2% | +12.0% |
| 6M | +12.7% | -11.0% | +23.7% | +12.4% |
| YTD | +35.3% | -29.9% | +65.2% | +36.1% |
| 1Y | +39.4% | -44.3% | +83.7% | +41.9% |
| 3Y | +71.5% | +51.7% | +19.8% | +66.9% |
| All | +71.5% | +50.1% | +21.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling